-21.5%
NOW vs ACI
-31.6%
+10.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.2% | -3.4% |
| 7D | -8.7% | -0.6% | -8.1% | -8.6% |
| 30D | -29.3% | +9.5% | -38.8% | -29.9% |
| 3M | -21.8% | +10.1% | -31.9% | -22.6% |
| 6M | +9.2% | -15.4% | +24.6% | +9.3% |
| YTD | -35.0% | -19.5% | -15.4% | -34.8% |
| 1Y | -42.5% | -21.0% | -21.5% | -42.3% |
| 3Y | -21.5% | -31.2% | +9.7% | -21.4% |
| All | -21.5% | -31.6% | +10.1% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ACI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling